This is a beautiful and recently filmed overview of Yellowstone National Park. It runs 98 minutes, and does a good job of presenting the park in an overall way. The following documentaries focus more on specific topics.

Yellowstone: Battle for Life (blu-ray)

This is a spectacular documentary of Yellowstone National Park produced by the BBC and narrated by Peter Firth. It focuses on the wildlife of the park as they move through the different seasons. There is an episode each for Summer, Autumn, and Winter. It is also available as a regular DVD, but it really shines in magnificent full high definition.

In the Valley of the Wolves - Christmas in Yellowstone (blu-ray)

This is a fascinating documentary produced by PBS as part of their "Nature" series. This one focuses on the return of the wolf to Yellowstone National Park, and follows them throughout a winter season. One of the best on the subject ever produced.

Secret Yellowstone (DVD)

This is another documentary of Yellowstone National Park, produced to the usual high standards of National Geographic. Many of the park's lesser known features are shown, including extensive coverage of the waterfalls of Yellowstone, many of them located far in the backcountry. New ones are still being discovered, to this day.